Answer:
The consideration of curved elements depends on the FE mesh refinement.
An FE element always has straight outer edges.
If you select FE mesh that is too rough, the result is a very inaccurate display of curved elements with straight lines.
If the global setting of the target length of the finite elements is specified with sufficient accuracy under "Calculation" → "FE Mesh Settings", you can also specify a local FE mesh refinement on the nodes, lines, or surfaces.